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long-range dependent process

Statistical Analysis of Long-Range Dependent Processes via a Stochastic Intensity Approach, with Applications in Networking

Statistical Analysis of Long-Range Dependent Processes via a Stochastic Intensity Approach, with Applications in Networking

... acceptable range. The plots indicate that the fitting algorithm is able to determine the degree and estimates of the parameters within fairly good tolerance limits ( ± 10%). The visual plots also provide good ...

160

Econometric estimation in long range dependent volatility models: Theory and practice

Econometric estimation in long range dependent volatility models: Theory and practice

... exhibit long-range dependence, while other financial data exhibit intermediate–range dependence or short–range depen- ...volatility process under ...

32

A long range dependent model with nonlinear innovations for simulating daily river flows

A long range dependent model with nonlinear innovations for simulating daily river flows

... preserving long memory and elim- inating the correlation from both the generating noise and from its square, the new model is superior to the previously mentioned ones in approximating the probability density, the ...

7

On the Long Range Dependent Behaviour of Unidirectional Packet Delay of Wireless Traffic

On the Long Range Dependent Behaviour of Unidirectional Packet Delay of Wireless Traffic

... estimation process, we have employed a number of calibration techniques to remove and minimise the effect of such ...as long plateaus of high delay ...

6

Convergence rates in the law of large numbers for long range dependent linear processes

Convergence rates in the law of large numbers for long range dependent linear processes

... generating function, then the strong law of large numbers for the linear process holds with exponential convergence rate. Hanson and Koopmans [] generalized this result to a class of linear processes of ...

14

Statistical modeling of the long-range-dependent structure of barrier island framework geology and surface geomorphology

Statistical modeling of the long-range-dependent structure of barrier island framework geology and surface geomorphology

... the long-range-dependent structure of the framework geol- ogy over a range of length scales spanning several orders of ...0) process (Hosking, 1981) that is specifically designed to ...

20

On Delay-Range-Dependent and Delay-Rate-Dependent Stability for Delayed Systems

On Delay-Range-Dependent and Delay-Rate-Dependent Stability for Delayed Systems

... Time delay universally emerges in various engineering systems such as networked control systems, aircraft, process control systems and long transmission lines in pneumatic systems. It is well known that ...

9

Long range dependent processes and fractional Brownian motion

Long range dependent processes and fractional Brownian motion

... The classical stochastic integral fg X(t )dB(t ) is defined first for integrands which are adapted stochastic processes and whose sam ple functions are step functions. For m ore general integrands, satisfying certain ...

175

Modeling long range dependent Gaussian processes with application in continuous time financial models

Modeling long range dependent Gaussian processes with application in continuous time financial models

... the process X(t) given in ...the process involved is stationary or ...nonstationary process concerned is replaced by a stationary version (see the forms of φ(ω) of ...nonstationary process ...

18

Socioeconomic networks with long-range interactions

Socioeconomic networks with long-range interactions

... One of the most interesting models of socioeconomic network formation was introduced by Jackson and Wolin- sky in 1996 [1]. In their model, the formation and evolu- tion of links is driven by a utility maximization ...

11

Long-Range Dependence of Markov Processes

Long-Range Dependence of Markov Processes

... gjiƒ‡2yfg w@oWcf‡@klŠhgjunWŠpuhg{y!€g{yfcf‡@k‰Š€wHŠpupklcfkswHŠpi wHŠcfehg upk‰itctyˆksoWnpcfkswHŠv npŠp€cfklwHŠ8w@vcfehg itg{yˆ kl€g cfklq gji‡@ŠWu8cfehg ifctyˆnp€cfnhyfgŒw@vcfepg €w@y[r] ...

17

LONG-RANGE SURVEILLANCE UNIT OPERATIONS

LONG-RANGE SURVEILLANCE UNIT OPERATIONS

... Surveillance is the primary mission of long-range surveillance teams. However they can conduct limited reconnaissance rnissions primarily within the human intelligence realm and within the doctrinally ...

287

Socioeconomic networks with long-range interactions

Socioeconomic networks with long-range interactions

... The plot shows that for any δ the initial node is likely to acquire the highest fraction of links and utility. More- over, for δ = 0.15 both the degree and utility ratios decay faster than in the scale-free regime. This ...

12

Long range predictability of atmospheric flows

Long range predictability of atmospheric flows

... concentrates in the large scales, forming coherent structures. This process is analogous to the violent relaxation invoked by H´enon, King and Lynden-Bell to explain the formation of the galaxies (Chavanis et al., ...

13

Neurophysiological signals as predictive translational biomarkers for Alzheimer’s disease treatment: effects of donepezil on neuronal network oscillations in TgF344-AD rats

Neurophysiological signals as predictive translational biomarkers for Alzheimer’s disease treatment: effects of donepezil on neuronal network oscillations in TgF344-AD rats

... A recent clinical study reported a high incidence of unprovoked nonconvulsive seizures in patients with AD monitored by overnight long-term video EEG [17], indi- cating that this absence-like epileptiform activity ...

11

Long Range Temperature Fluctuation in LHD

Long Range Temperature Fluctuation in LHD

... origin of propagation of the mode with f < 1 kHz was lo- cated at ρ ∼ 0.4. As shown in Fig. 6, there was no quali- tative difference in propagation features, even if the refer- ence channel was changed. The sub-kHz ...

9

Long range forecasting of intermittent streamflow

Long range forecasting of intermittent streamflow

... observation is that at the higher flow thresholds the number of observed flows decreases, adding to the decrease in the forecast skill. In general, it appears that it is not possible to forecast the larger (extreme) flow ...

12

Strategic Planning in U.S. Municipalities

Strategic Planning in U.S. Municipalities

... the process was the creation of the comprehensive ...public process of establishing the long-range (20-year) vision for the ...the process the seven planning areas were combined into an ...

16

A Strain Range Dependent Cyclic Plasticity Model

A Strain Range Dependent Cyclic Plasticity Model

... strain range of the hysteresis ...strain dependent cyclic plasticity model which considers the variation of material constants versus strain range and accumulation of plastic strain has been proposed ...

9

Gauge Invariant Massive Long Range and Long Lived Photons

Gauge Invariant Massive Long Range and Long Lived Photons

... not long range forces such as the electromagnetic ...the long range interaction, we must have κ ≡ 0 , that is, the mass of the photon with mediate the electromagnetic force, must vanish ...a ...

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